Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47401.53 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46003.51 Kr¶

PnL: ---------------------------------------> -885.06 Kr¶

DD now: ---------------------------------> -2.526 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:08:18.176166'

Anic Portfolio¶

Today¶

Return: -0.265 %¶

This Week¶

Return: -0.265 %¶

Total¶

Return: 55.18 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -1.110000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 -1.250000 2775.500000 139.500000 5.290000 2636.000010
HMS Networks 2 -0.050000 779.600000 106.600000 15.840000 673.000000
Nordea Bank Abp 29 -0.180000 3508.420000 54.420000 1.580000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 -1.710000 401.400000 46.400000 13.070000 355.000000
MedCap 2 0.000000 467.000000 46.000000 10.930000 421.000000
Resurs Holding 22 -0.290000 608.300000 34.300000 5.980000 573.999998
SAAB B 8 -0.350000 3408.000000 31.000000 0.920000 3377.000000
Swedbank A 3 -0.410000 586.950000 22.950000 4.070000 564.000000
Corem Property Group B 59 -2.500000 598.260000 21.260000 3.680000 576.999999
Intrum 4 -0.070000 547.600000 20.600000 3.910000 527.000000
AcadeMedia 12 -0.620000 575.760000 18.760000 3.370000 557.000004
OEM International B 7 -0.260000 546.000000 18.000000 3.410000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Securitas B 6 -0.490000 585.120000 15.120000 2.650000 570.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Norva24 Group 16 -0.510000 557.120000 14.120000 2.600000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.650000 255.360000 9.360000 3.800000 246.000000
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 0.000000 581.400000 4.400000 0.760000 577.000002
Coor Service Management Hold. 8 -1.110000 534.800000 2.800000 0.530000 532.000000
Boozt 12 -1.080000 1652.400000 -1.600000 -0.100000 1653.999996
Midsona B 63 1.220000 574.560000 -8.440000 -1.450000 582.999984
Handelsbanken A 5 -0.560000 537.250000 -8.750000 -1.600000 546.000000
International Petroleum Corp. 5 -0.700000 570.000000 -24.570000 -4.130000 594.565215
CTEK 13 -0.770000 505.700000 -28.300000 -5.300000 533.999999
Essity B 2 0.300000 536.000000 -38.000000 -6.620000 574.000000
Vivesto 1368 2.670000 568.810000 -44.190000 -7.210000 612.999432
Essity A 4 0.370000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 -0.650000 3755.500000 -94.500000 -2.450000 3850.000000
Fasadgruppen Group 35 0.000000 3689.000000 -122.000000 -3.200000 3810.999990
Beijer Electronics Group 26 -0.560000 2766.400000 -204.600000 -6.890000 2971.000006
OX2 18 -1.000000 1431.000000 -233.000000 -14.000000 1663.999992
Axfood 13 0.520000 3485.300000 -270.700000 -7.210000 3756.000001
Ovzon 52 0.930000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46003.510000 -885.060000 -2.52594% 46888.564618

Updated:¶

'2023-01-30 09:08:31.697717'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶